MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 09, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 25 METRIC TONS) :
: : :
All : 25,716: 1,840 6,136 160 21,476 17,820 23,476 24,116: 2,240 1,600
Old : 25,716: 1,840 6,136 160 21,476 17,820 23,476 24,116: 2,240 1,600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: 1,330: -590 -180 -360 440 660 -510 120: 1,840 1,210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 23.9 0.6 83.5 69.3 91.3 93.8: 8.7 6.2
Old : 100.0: 7.2 23.9 0.6 83.5 69.3 91.3 93.8: 8.7 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 3 11 1 8 8 12 19:
Old : 25: 3 11 1 8 8 12 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 83.7 56.5 89.7 81.2 70.7 43.0 72.4 66.7
Old : 83.7 56.5 89.7 81.2 70.7 43.0 72.4 66.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 09, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 6,961: 368 1,227 856 4,806 4,236 6,030 6,319: 931 642
Old : 6,961: 368 1,227 856 4,806 4,236 6,030 6,319: 931 642
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: -999: -61 -237 -128 -813 -527 -1,002 -893: 4 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 17.6 12.3 69.0 60.9 86.6 90.8: 13.4 9.2
Old : 100.0: 5.3 17.6 12.3 69.0 60.9 86.6 90.8: 13.4 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 2 11 9 19 21 29 33:
Old : 38: 2 11 9 19 21 29 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.5 41.8 63.8 55.7 46.5 36.4 56.8 46.0
Old : 47.5 41.8 63.8 55.7 46.5 36.4 56.8 46.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 09, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 54,966: 20,589 5,175 15,726 14,197 21,782 50,512 42,682: 4,454 12,284
Old : 54,966: 20,589 5,175 15,726 14,197 21,782 50,512 42,682: 4,454 12,284
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: -9,669: -2,566 564 -4,342 -2,329 -3,883 -9,237 -7,660: -433 -2,009
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 9.4 28.6 25.8 39.6 91.9 77.7: 8.1 22.3
Old : 100.0: 37.5 9.4 28.6 25.8 39.6 91.9 77.7: 8.1 22.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 21 25 32 34 33 73 72:
Old : 86: 21 25 32 34 33 73 72:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.2 25.6 53.1 39.7 34.8 21.6 45.9 28.7
Old : 35.2 25.6 53.1 39.7 34.8 21.6 45.9 28.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 09, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 9,905: 1,194 869 1,882 5,994 6,407 9,071 9,159: 834 746
Old : 9,905: 1,194 869 1,882 5,994 6,407 9,071 9,159: 834 746
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: -1,849: -66 -329 -604 -988 -856 -1,658 -1,789: -191 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 8.8 19.0 60.5 64.7 91.6 92.5: 8.4 7.5
Old : 100.0: 12.1 8.8 19.0 60.5 64.7 91.6 92.5: 8.4 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 8 8 10 24 18 38 30:
Old : 44: 8 8 10 24 18 38 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.4 35.9 48.0 59.9 28.4 30.7 42.0 47.2
Old : 29.4 35.9 48.0 59.9 28.4 30.7 42.0 47.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 09, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 262,121: 69,043 35,837 76,864 93,860 112,564 239,767 225,265: 22,354 36,856
Old : 219,890: 57,448 39,213 61,913 83,536 89,247 202,897 190,373: 16,993 29,517
Other: 42,231: 17,360 2,389 9,186 10,323 23,317 36,869 34,892: 5,361 7,338
: : :
: : Changes in Commitments from: May 2, 2017 :
: -5,629: 3,729 -11,048 -1,690 -6,916 6,245 -4,877 -6,493: -753 864
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 13.7 29.3 35.8 42.9 91.5 85.9: 8.5 14.1
Old : 100.0: 26.1 17.8 28.2 38.0 40.6 92.3 86.6: 7.7 13.4
Other: 100.0: 41.1 5.7 21.8 24.4 55.2 87.3 82.6: 12.7 17.4
: : :
:# Traders : Number of Traders in Each Category :
All : 280: 98 77 124 78 75 246 219:
Old : 276: 91 86 114 75 74 234 213:
Other: 123: 37 19 39 40 49 93 94:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.6 17.4 23.7 25.1 13.3 16.0 21.9 21.8
Old : 14.3 17.9 23.5 26.0 13.3 16.3 22.1 23.2
Other: 33.6 25.5 47.1 40.3 33.6 23.0 43.4 35.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 09, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 508,924: 178,408 23,218 154,184 140,980 264,556 473,572 441,958: 35,352 66,965
Old : 508,924: 178,408 23,218 154,184 140,980 264,556 473,572 441,958: 35,352 66,965
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: -6,873: -1,528 -999 -3,929 589 2,265 -4,868 -2,663: -2,005 -4,210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 4.6 30.3 27.7 52.0 93.1 86.8: 6.9 13.2
Old : 100.0: 35.1 4.6 30.3 27.7 52.0 93.1 86.8: 6.9 13.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 482: 181 81 164 140 176 408 356:
Old : 482: 181 81 164 140 176 408 356:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.9 18.6 20.1 26.0 11.8 18.1 19.2 23.1
Old : 11.9 18.6 20.1 26.0 11.8 18.1 19.2 23.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 09, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 5,780: 2,660 1,447 657 718 2,520 4,035 4,624: 1,745 1,156
Old : 5,780: 2,660 1,447 657 718 2,520 4,035 4,624: 1,745 1,156
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: -335: -81 -1 -65 -155 -218 -301 -285: -34 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.0 25.0 11.4 12.4 43.6 69.8 80.0: 30.2 20.0
Old : 100.0: 46.0 25.0 11.4 12.4 43.6 69.8 80.0: 30.2 20.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 28 13 13 17 21 56 40:
Old : 68: 28 13 13 17 21 56 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.0 38.8 34.9 54.0 21.2 34.3 31.3 48.8
Old : 22.0 38.8 34.9 54.0 21.2 34.3 31.3 48.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 09, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 73,779: 28,036 8,184 20,712 16,123 19,584 64,872 48,480: 8,908 25,299
Old : 73,779: 28,036 8,184 20,712 16,123 19,584 64,872 48,480: 8,908 25,299
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: 1,900: 22 937 1,658 12 -630 1,692 1,965: 208 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 11.1 28.1 21.9 26.5 87.9 65.7: 12.1 34.3
Old : 100.0: 38.0 11.1 28.1 21.9 26.5 87.9 65.7: 12.1 34.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 270: 92 58 76 62 100 196 201:
Old : 270: 92 58 76 62 100 196 201:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.8 9.6 27.8 16.9 16.8 8.3 25.8 12.6
Old : 16.8 9.6 27.8 16.9 16.8 8.3 25.8 12.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 09, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 6,568: 555 4,979 372 4,076 696 5,002 6,047: 1,566 521
Old : 6,568: 555 4,979 372 4,076 696 5,002 6,047: 1,566 521
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 75.8 5.7 62.1 10.6 76.2 92.1: 23.8 7.9
Old : 100.0: 8.4 75.8 5.7 62.1 10.6 76.2 92.1: 23.8 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 5 5 6 9 6 17 15:
Old : 20: 5 5 6 9 6 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 76.0 66.2 86.9 50.3 75.7 62.2 81.4
Old : 52.3 76.0 66.2 86.9 50.3 75.7 62.2 81.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 09, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 37,983: 1,099 20,299 7,584 28,697 8,356 37,380 36,239: 603 1,745
Old : 37,983: 1,099 20,299 7,584 28,697 8,356 37,380 36,239: 603 1,745
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: -7,082: -360 -3,283 -1,580 -5,049 -1,826 -6,988 -6,688: -93 -393
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 53.4 20.0 75.6 22.0 98.4 95.4: 1.6 4.6
Old : 100.0: 2.9 53.4 20.0 75.6 22.0 98.4 95.4: 1.6 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 9 24 19 26 21 49 50:
Old : 66: 9 24 19 26 21 49 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.3 48.2 65.3 66.1 41.9 47.9 61.4 60.6
Old : 43.3 48.2 65.3 66.1 41.9 47.9 61.4 60.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 09, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 36,428: 12,648 1,653 0 22,323 33,825 34,971 35,478: 1,457 950
Old : 36,428: 12,648 1,653 0 22,323 33,825 34,971 35,478: 1,457 950
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: -7,373: -9,983 -2,012 0 2,736 -5,442 -7,247 -7,454: -126 81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 4.5 0.0 61.3 92.9 96.0 97.4: 4.0 2.6
Old : 100.0: 34.7 4.5 0.0 61.3 92.9 96.0 97.4: 4.0 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 14 6 0 10 8 24 14:
Old : 36: 14 6 0 10 8 24 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.6 87.6 85.6 95.6 70.6 87.6 85.6 95.6
Old : 70.6 87.6 85.6 95.6 70.6 87.6 85.6 95.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 09, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 230,650: 47,117 132,965 9,777 140,338 41,792 197,232 184,534: 33,418 46,116
Old : 230,650: 47,117 132,965 9,777 140,338 41,792 197,232 184,534: 33,418 46,116
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: 18,638: -17,918 19,478 -1,420 36,732 -943 17,394 17,115: 1,243 1,523
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 57.6 4.2 60.8 18.1 85.5 80.0: 14.5 20.0
Old : 100.0: 20.4 57.6 4.2 60.8 18.1 85.5 80.0: 14.5 20.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 119: 30 47 19 30 33 66 93:
Old : 119: 30 47 19 30 33 66 93:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.4 26.0 55.3 36.3 39.5 26.0 54.1 36.2
Old : 40.4 26.0 55.3 36.3 39.5 26.0 54.1 36.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 09, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 49,714: 8,480 23,843 1,126 32,198 5,650 41,804 30,619: 7,910 19,095
Old : 49,714: 8,480 23,843 1,126 32,198 5,650 41,804 30,619: 7,910 19,095
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: 5,090: 4,104 1,636 18 2,023 1,770 6,145 3,424: -1,055 1,666
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 48.0 2.3 64.8 11.4 84.1 61.6: 15.9 38.4
Old : 100.0: 17.1 48.0 2.3 64.8 11.4 84.1 61.6: 15.9 38.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 9 19 10 11 8 29 28:
Old : 43: 9 19 10 11 8 29 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.9 28.2 69.7 38.4 54.3 28.2 69.0 38.2
Old : 54.9 28.2 69.7 38.4 54.3 28.2 69.0 38.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 09, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 180,415: 92,514 22,569 1,025 79,020 153,894 172,558 177,488: 7,857 2,927
Old : 180,415: 92,514 22,569 1,025 79,020 153,894 172,558 177,488: 7,857 2,927
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: 2,354: 1,370 -53,332 202 436 55,538 2,009 2,408: 346 -53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.3 12.5 0.6 43.8 85.3 95.6 98.4: 4.4 1.6
Old : 100.0: 51.3 12.5 0.6 43.8 85.3 95.6 98.4: 4.4 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 146: 75 35 9 14 25 95 64:
Old : 146: 75 35 9 14 25 95 64:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.9 66.4 64.0 77.5 46.9 66.4 64.0 77.5
Old : 46.9 66.4 64.0 77.5 46.9 66.4 64.0 77.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 09, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 287,129: 41,570 90,483 23,780 188,040 140,314 253,390 254,577: 33,740 32,553
Old : 287,129: 41,570 90,483 23,780 188,040 140,314 253,390 254,577: 33,740 32,553
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: -22,860: -6,464 -41,897 -9,495 -6,900 28,953 -22,859 -22,439: 0 -421
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 31.5 8.3 65.5 48.9 88.2 88.7: 11.8 11.3
Old : 100.0: 14.5 31.5 8.3 65.5 48.9 88.2 88.7: 11.8 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 127: 30 42 28 34 47 82 99:
Old : 127: 30 42 28 34 47 82 99:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.6 33.6 60.7 47.7 54.5 33.1 59.0 46.6
Old : 54.6 33.6 60.7 47.7 54.5 33.1 59.0 46.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 09, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 247,977: 42,811 77,128 24,299 155,553 100,604 222,663 202,031: 25,314 45,945
Old : 247,977: 42,811 77,128 24,299 155,553 100,604 222,663 202,031: 25,314 45,945
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: 8,142: 4,956 12,708 -2,357 7,056 -9,786 9,655 565: -1,513 7,577
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 31.1 9.8 62.7 40.6 89.8 81.5: 10.2 18.5
Old : 100.0: 17.3 31.1 9.8 62.7 40.6 89.8 81.5: 10.2 18.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 126: 34 46 30 29 38 80 97:
Old : 126: 34 46 30 29 38 80 97:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.3 28.1 51.7 41.6 38.3 24.6 46.7 36.2
Old : 40.3 28.1 51.7 41.6 38.3 24.6 46.7 36.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 09, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 486,753: 152,481 127,553 49,957 213,994 249,580 416,432 427,090: 70,321 59,663
Old : 486,753: 152,481 127,553 49,957 213,994 249,580 416,432 427,090: 70,321 59,663
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: -11,036: -2,899 -34,758 -4,609 -10,864 32,272 -18,372 -7,095: 7,335 -3,942
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 26.2 10.3 44.0 51.3 85.6 87.7: 14.4 12.3
Old : 100.0: 31.3 26.2 10.3 44.0 51.3 85.6 87.7: 14.4 12.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 260: 81 85 68 65 75 180 194:
Old : 260: 81 85 68 65 75 180 194:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.3 32.7 35.0 43.0 25.0 31.4 33.2 39.5
Old : 25.3 32.7 35.0 43.0 25.0 31.4 33.2 39.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 09, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 32,587: 13,758 4,582 347 5,952 23,093 20,057 28,022: 12,530 4,565
Old : 32,587: 13,758 4,582 347 5,952 23,093 20,057 28,022: 12,530 4,565
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: -262: -508 -24 11 -43 -8 -540 -21: 278 -241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.2 14.1 1.1 18.3 70.9 61.5 86.0: 38.5 14.0
Old : 100.0: 42.2 14.1 1.1 18.3 70.9 61.5 86.0: 38.5 14.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 8 5 2 6 6 15 12:
Old : 21: 8 5 2 6 6 15 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.2 75.2 53.6 85.4 41.9 75.1 53.0 84.5
Old : 42.2 75.2 53.6 85.4 41.9 75.1 53.0 84.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 09, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF BRL 100,000) :
: : :
All : 23,482: 10,996 5,021 2 10,307 18,024 21,305 23,047: 2,177 435
Old : 23,482: 10,996 5,021 2 10,307 18,024 21,305 23,047: 2,177 435
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: 168: -991 517 2 578 -308 -411 211: 579 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.8 21.4 0.0 43.9 76.8 90.7 98.1: 9.3 1.9
Old : 100.0: 46.8 21.4 0.0 43.9 76.8 90.7 98.1: 9.3 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 14 12 1 4 5 18 18:
Old : 35: 14 12 1 4 5 18 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.0 79.5 81.4 90.9 64.0 79.5 81.4 90.9
Old : 64.0 79.5 81.4 90.9 64.0 79.5 81.4 90.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 09, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 44,057: 12,070 22,856 216 28,766 15,658 41,052 38,730: 3,005 5,327
Old : 44,057: 12,070 22,856 216 28,766 15,658 41,052 38,730: 3,005 5,327
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: 689: -7,120 -8,304 -75 7,952 9,071 757 692: -68 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 51.9 0.5 65.3 35.5 93.2 87.9: 6.8 12.1
Old : 100.0: 27.4 51.9 0.5 65.3 35.5 93.2 87.9: 6.8 12.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 21 27 6 13 15 36 46:
Old : 71: 21 27 6 13 15 36 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.1 40.3 71.0 60.1 50.1 40.3 70.8 60.1
Old : 50.1 40.3 71.0 60.1 50.1 40.3 70.8 60.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 09, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF ZAR 500,000) :
: : :
All : 18,375: 4,243 3,045 3,296 9,690 11,262 17,229 17,603: 1,146 772
Old : 18,375: 4,243 3,045 3,296 9,690 11,262 17,229 17,603: 1,146 772
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: 129: -736 99 -488 1,191 653 -33 264: 162 -135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 16.6 17.9 52.7 61.3 93.8 95.8: 6.2 4.2
Old : 100.0: 23.1 16.6 17.9 52.7 61.3 93.8 95.8: 6.2 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 7 6 1 9 7 16 14:
Old : 25: 7 6 1 9 7 16 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.8 73.4 85.3 88.8 30.9 28.0 38.2 40.9
Old : 71.8 73.4 85.3 88.8 30.9 28.0 38.2 40.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 09, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :23,574,521: 621,726 3,342,143 10,721,824 11,656,190 8,321,293 22,999,739 22,385,260: 574,782 1,189,262
Old :23,574,521: 621,726 3,342,143 10,721,824 11,656,190 8,321,293 22,999,739 22,385,260: 574,782 1,189,262
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: 219,919: -7,341 95,782 187,671 85,468 -74,115 265,798 209,338: -45,879 10,582
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 14.2 45.5 49.4 35.3 97.6 95.0: 2.4 5.0
Old : 100.0: 2.6 14.2 45.5 49.4 35.3 97.6 95.0: 2.4 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 344: 44 138 148 129 151 283 337:
Old : 344: 44 138 148 129 151 283 337:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.5 19.0 42.4 30.9 20.2 5.2 24.1 8.5
Old : 28.5 19.0 42.4 30.9 20.2 5.2 24.1 8.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 09, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 857,091: 103,189 95,623 129,870 526,946 531,397 760,004 756,889: 97,087 100,202
Old : 857,091: 103,189 95,623 129,870 526,946 531,397 760,004 756,889: 97,087 100,202
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: 24,864: 199 2,946 2,078 8,906 11,353 11,183 16,377: 13,681 8,487
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 11.2 15.2 61.5 62.0 88.7 88.3: 11.3 11.7
Old : 100.0: 12.0 11.2 15.2 61.5 62.0 88.7 88.3: 11.3 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 679: 178 158 190 251 255 516 517:
Old : 679: 178 158 190 251 255 516 517:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.8 13.3 20.5 23.0 9.3 11.2 15.1 15.5
Old : 11.8 13.3 20.5 23.0 9.3 11.2 15.1 15.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 09, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 137,562: 4,528 16,214 29,936 73,586 61,249 108,050 107,398: 29,513 30,164
Old : 137,562: 4,528 16,214 29,936 73,586 61,249 108,050 107,398: 29,513 30,164
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: 9,019: -384 1,936 -313 10,762 -86 10,065 1,536: -1,046 7,482
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 11.8 21.8 53.5 44.5 78.5 78.1: 21.5 21.9
Old : 100.0: 3.3 11.8 21.8 53.5 44.5 78.5 78.1: 21.5 21.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 14 15 25 34 34 63 61:
Old : 73: 14 15 25 34 34 63 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.7 33.2 39.0 46.0 17.2 22.6 26.4 31.0
Old : 24.7 33.2 39.0 46.0 17.2 22.6 26.4 31.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 09, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 3,597,643: 569,871 473,611 423,104 2,266,798 2,350,741 3,259,773 3,247,456: 337,870 350,187
Old : 3,597,643: 569,871 473,611 423,104 2,266,798 2,350,741 3,259,773 3,247,456: 337,870 350,187
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: 79,227: 16,641 18,774 -1,768 -9,281 57,198 5,591 74,204: 73,636 5,023
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 13.2 11.8 63.0 65.3 90.6 90.3: 9.4 9.7
Old : 100.0: 15.8 13.2 11.8 63.0 65.3 90.6 90.3: 9.4 9.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 658: 171 152 180 243 247 495 498:
Old : 658: 171 152 180 243 247 495 498:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.3 15.2 22.4 23.4 11.0 12.6 17.5 17.7
Old : 13.3 15.2 22.4 23.4 11.0 12.6 17.5 17.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 09, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 96,187: 22,883 3,362 1,378 59,319 87,848 83,580 92,588: 12,607 3,599
Old : 96,187: 22,883 3,362 1,378 59,319 87,848 83,580 92,588: 12,607 3,599
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: 893: -665 766 440 1,066 -278 841 928: 52 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 3.5 1.4 61.7 91.3 86.9 96.3: 13.1 3.7
Old : 100.0: 23.8 3.5 1.4 61.7 91.3 86.9 96.3: 13.1 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 17 6 6 46 29 64 40:
Old : 83: 17 6 6 46 29 64 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.6 49.9 51.0 72.1 38.6 49.8 50.3 71.7
Old : 38.6 49.9 51.0 72.1 38.6 49.8 50.3 71.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 09, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 56,494: 27,197 8,472 2,109 20,651 38,629 49,957 49,210: 6,537 7,284
Old : 56,494: 27,197 8,472 2,109 20,651 38,629 49,957 49,210: 6,537 7,284
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: -315: -1,771 429 291 1,412 -1,029 -68 -309: -248 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.1 15.0 3.7 36.6 68.4 88.4 87.1: 11.6 12.9
Old : 100.0: 48.1 15.0 3.7 36.6 68.4 88.4 87.1: 11.6 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 257: 74 62 35 74 69 169 145:
Old : 257: 74 62 35 74 69 169 145:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.8 31.1 38.4 41.8 23.3 30.6 37.7 41.3
Old : 23.8 31.1 38.4 41.8 23.3 30.6 37.7 41.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 09, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 282,470: 135,986 42,361 10,544 103,254 193,143 249,784 246,048: 32,686 36,422
Old : 282,470: 135,986 42,361 10,544 103,254 193,143 249,784 246,048: 32,686 36,422
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: -1,577: -8,853 2,145 1,454 7,060 -5,147 -340 -1,547: -1,238 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.1 15.0 3.7 36.6 68.4 88.4 87.1: 11.6 12.9
Old : 100.0: 48.1 15.0 3.7 36.6 68.4 88.4 87.1: 11.6 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 257: 74 62 35 74 69 169 145:
Old : 257: 74 62 35 74 69 169 145:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.8 31.1 38.4 41.8 23.3 30.6 37.7 41.3
Old : 23.8 31.1 38.4 41.8 23.3 30.6 37.7 41.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 09, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 140,943: 53,679 32,806 10,415 51,401 62,899 115,495 106,120: 25,448 34,823
Old : 140,943: 53,679 32,806 10,415 51,401 62,899 115,495 106,120: 25,448 34,823
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: 15,846: -7,853 10,718 522 23,851 -1,678 16,520 9,562: -674 6,284
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 23.3 7.4 36.5 44.6 81.9 75.3: 18.1 24.7
Old : 100.0: 38.1 23.3 7.4 36.5 44.6 81.9 75.3: 18.1 24.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 28 27 17 22 28 59 63:
Old : 88: 28 27 17 22 28 59 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.0 32.6 46.3 44.2 31.0 32.3 44.6 42.1
Old : 32.0 32.6 46.3 44.2 31.0 32.3 44.6 42.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 09, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 40,599: 18,383 12,535 0 13,010 24,318 31,393 36,853: 9,206 3,746
Old : 40,599: 18,383 12,535 0 13,010 24,318 31,393 36,853: 9,206 3,746
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: 1,884: 625 1,463 0 649 2 1,274 1,465: 610 419
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.3 30.9 0.0 32.0 59.9 77.3 90.8: 22.7 9.2
Old : 100.0: 45.3 30.9 0.0 32.0 59.9 77.3 90.8: 22.7 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 18 8 0 14 11 32 19:
Old : 48: 18 8 0 14 11 32 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.1 65.8 48.1 81.5 35.1 65.8 48.1 81.5
Old : 35.1 65.8 48.1 81.5 35.1 65.8 48.1 81.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 09, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 84,876: 30,920 15,942 830 44,243 37,049 75,993 53,821: 8,883 31,055
Old : 84,876: 30,920 15,942 830 44,243 37,049 75,993 53,821: 8,883 31,055
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: 3,688: -593 701 -109 3,247 9,118 2,545 9,710: 1,143 -6,022
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 18.8 1.0 52.1 43.7 89.5 63.4: 10.5 36.6
Old : 100.0: 36.4 18.8 1.0 52.1 43.7 89.5 63.4: 10.5 36.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 98: 28 17 3 32 28 61 47:
Old : 98: 28 17 3 32 28 61 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.3 20.8 45.4 33.3 30.9 19.3 45.0 31.8
Old : 31.3 20.8 45.4 33.3 30.9 19.3 45.0 31.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 12, 2017